-56.8%
TSLL vs QSR
+51.6%
-108.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.1% | +9.7% | +8.8% |
| 7D | -21.2% | +7.3% | -28.5% | -22.3% |
| 30D | -13.3% | +11.9% | -25.2% | -15.5% |
| 3M | +15.4% | +7.5% | +7.9% | +13.3% |
| 6M | -34.2% | +2.5% | -36.7% | -34.8% |
| YTD | -52.9% | +17.0% | -69.9% | -55.9% |
| 1Y | -54.3% | +18.1% | -72.5% | -57.4% |
| 3Y | -18.4% | +28.6% | -47.0% | -30.4% |
| All | -56.8% | +51.6% | -108.5% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling